+2,072.5%
FTNT vs MTCH
+208.0%
+1,864.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.1% | -2.1% |
| 7D | -0.1% | +1.3% | -1.4% | -0.5% |
| 30D | -3.0% | +15.9% | -18.8% | -7.4% |
| 3M | +7.6% | +23.3% | -15.7% | +0.5% |
| 6M | +87.0% | +40.1% | +46.8% | +67.2% |
| YTD | +96.5% | +33.6% | +62.9% | +78.0% |
| 1Y | +92.9% | +14.1% | +78.9% | +82.9% |
| 3Y | +139.8% | +1.4% | +138.4% | +126.1% |
| 5Y | +151.3% | -73.1% | +224.5% | +240.4% |
| All | +2,072.5% | +208.0% | +1,864.4% | +1,278.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MTCH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling